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Trade: SAND/USDT/120/RMA/JMA/5716

Strategy
SAND/USDT/120/RMA/JMA/5716
Pair
SAND_USDT
Interval
2h
Score
586192
Daily Profit
1.128392
Profit Factor
4.306620
Profitability
37.894737
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-27 21:51
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2106334.6846 1935156.303 171178.3816 15526999.0243 1325283.2541 14201715.7703
Total P&L (%) 2106.3347 1935.1563 171.1784 15526.999 1325.2833 14201.7158
Avg Daily Profit (%) 1.1284 1.0367 0.0917 0.271 0.1424 0.2662
Buy And Hold Return (%) 269.2065 269.2065 269.2065 269.2065 269.2065 269.2065
Max Trade Drawdown -85426 -70645 -47754 -11291719 -11566121 -5223611
Profit Factor 4.3066 6.0389 1.6767 1.2586 1.0355 1.6247
Total Trades 95 48 47 95 48 47
Winning Trades 36 13 23 36 13 23
Losing Trades 59 35 24 59 35 24
Profitability (%) 37.8947 27.0833 48.9362 37.8947 27.0833 48.9362
Ratio Avg Win / Avg Loss 7.0581 16.2586 1.7496 2.0627 2.7879 1.6954
Largest Winning Trade 1130434 1130434 57337 13550763 13550763 6935038
Largest Losing Trade -44053 -44053 -27521 -4704085 -3700139 -4704085
Avg Bars in Trades 233 199 269 233 199 269
Avg Bars in Winners 415 422 411 415 422 411
Avg Bars in Losers 123 116 133 123 116 133
Bars Traded 22214 9566 12648 22214 9566 12648
Profit Streak 0 0 79.619 0 0 79.619
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 586192 38805 -232506 184754 -205038 443172
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999080862,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            2106334.684596781,
            1935156.3030033836,
            171178.3815933973,
            15526999.024319705,
            1325283.254060035,
            14201715.770259675
        ],
        [
            2106.334685,
            1935.156303,
            171.178382,
            15526.999024,
            1325.283254,
            14201.71577
        ],
        [
            1.128392,
            1.036689,
            0.091703,
            0.270987,
            0.142438,
            0.266226
        ],
        [
            269.206494,
            269.206494,
            269.206494,
            269.206494,
            269.206494,
            269.206494
        ],
        [
            -85426,
            -70645,
            -47754,
            -11291719,
            -11566121,
            -5223611
        ],
        [
            4.30662,
            6.038899,
            1.676696,
            1.258601,
            1.035521,
            1.624728
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            59,
            35,
            24,
            59,
            35,
            24
        ],
        [
            37.894737,
            27.083333,
            48.93617,
            37.894737,
            27.083333,
            48.93617
        ],
        [
            7.058072,
            16.258575,
            1.749596,
            2.062707,
            2.787942,
            1.695368
        ],
        [
            1130434,
            1130434,
            57337,
            13550763,
            13550763,
            6935038
        ],
        [
            -44053,
            -44053,
            -27521,
            -4704085,
            -3700139,
            -4704085
        ],
        [
            233,
            199,
            269,
            233,
            199,
            269
        ],
        [
            415,
            422,
            411,
            415,
            422,
            411
        ],
        [
            123,
            116,
            133,
            123,
            116,
            133
        ],
        [
            22214,
            9566,
            12648,
            22214,
            9566,
            12648
        ],
        [
            0,
            0,
            79.618991,
            0,
            0,
            79.618991
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            586192,
            38805,
            -232506,
            184754,
            -205038,
            443172
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999080862,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)